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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+6.7%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$64.4B
AUM Growth
-$261M
(-0.4%)
Cap. Flow
-$4.03B
Cap. Flow
% of AUM
-6.25%
Top 10 Holdings %
Top 10 Hldgs %
24.81%
Holding
3,532
New
439
Increased
964
Reduced
1,143
Closed
708
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$204M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$127M |
| 3 |
Booking.com
BKNG
|
+$60.9M |
| 4 |
Comcast
CMCSA
|
+$44M |
| 5 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$40.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cigna
CI
|
+$463M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$454M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$112M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$83.8M |
| 5 |
TSMC
TSM
|
+$69.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.68% |
| 2 | Technology | 0.62% |
| 3 | Industrials | 0.36% |
| 4 | Financials | 0.32% |
| 5 | Communication Services | 0.23% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2276
NVIDIA
NVDA
$5.27T
| $66.6K | ﹤0.01% |
4,560
-1,249,530
| -100% | -$18.3M |
|
|
CNH
2277
CNH Industrial
CNH
$16.9B
| $66.6K | ﹤0.01% |
4,144
-23,291
| -85% | -$335K |
|
2278
CALL
Vuzix
VUZI
$217M
| $66.2K | ﹤0.01% |
18,200
+300
| +2% | +$1.37K |
|
|
HAPN
2279
CALL
Happen Inc
HAPN
$2.24B
| $66K | ﹤0.01% |
7,500
-2,600
| -26% | -$26.8K |
|
2280
CALL
Lattice Semiconductor
LSCC
$18.2B
| $64.9K | ﹤0.01% |
+1,000
| New | +$60.3K |
|
2281
PUT
Texas Roadhouse
TXRH
$13.6B
| $63.7K | ﹤0.01% |
700
-600
| -46% | -$57.7K |
|
2282
CALL
Blink Charging
BLNK
$86M
| $63.6K | ﹤0.01% |
5,800
-4,900
| -46% | -$66.8K |
|
2283
Invesco DB Commodity Index Tracking Fund
DBC
$1.72B
| $63.1K | ﹤0.01% |
2,559
| – | – |
|
2284
On Holding
ONON
$12.9B
| $63K | ﹤0.01% |
3,672
-70,718
| -95% | -$1.24M |
|
|
2285
PUT
Vuzix
VUZI
$217M
| $63K | ﹤0.01% |
17,300
+15,500
| +861% | +$70.9K |
|
|
CANO
2286
CALL
DELISTED
Cano Health, Inc.
CANO
| $62.9K | ﹤0.01% |
459
-4,568
| -91% | -$1.55M |
|
2287
CALL
Fluor
FLR
$7.3B
| $62.4K | ﹤0.01% |
1,800
+1,000
| +125% | +$31.9K |
|
2288
PUT
Appian
APPN
$2.55B
| $61.9K | ﹤0.01% |
1,900
-4,100
| -68% | -$162K |
|
2289
PUT
SiriusXM
SIRI
$9.7B
| $61.3K | ﹤0.01% |
1,050
-30
| -3% | -$1.84K |
|
|
AMRS
2290
DELISTED
Amyris Inc.
AMRS
| $60.6K | ﹤0.01% |
39,628
-77,953
| -66% | -$174K |
|
2291
Stratasys
SSYS
$769M
| $60.5K | ﹤0.01% |
5,100
-1,998
| -28% | -$26.7K |
|
2292
Sempra
SRE
$55.1B
| $59.5K | ﹤0.01% |
770
-2,872
| -79% | -$222K |
|
2293
Macerich
MAC
$6.9B
| $59.4K | ﹤0.01% |
5,278
-5,289
| -50% | -$59.7K |
|
2294
CALL
Marqeta
MQ
$1.62B
| $59.3K | ﹤0.01% |
2,425
-40,675
| -94% | -$1.11M |
|
2295
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.45B
| $58.8K | ﹤0.01% |
+800
| New | +$58.1K |
|
|
SFIX
2296
PUT
Stitch Fix
SFIX
$530M
| $57.8K | ﹤0.01% |
18,600
-12,300
| -40% | -$46K |
|
2297
PUT
RB Global
RBA
$17.4B
| $57.8K | ﹤0.01% |
+1,000
| New | +$58.2K |
|
2298
FuelCell Energy
FCEL
$1.59B
| $57.2K | ﹤0.01% |
686
-1,398
| -67% | -$135K |
|
|
HAPN
2299
PUT
Happen Inc
HAPN
$2.24B
| $57.2K | ﹤0.01% |
6,500
-1,100
| -14% | -$11.3K |
|
2300
Northrop Grumman
NOC
$82.1B
| $56.7K | ﹤0.01% |
104
-3,242
| -97% | -$1.69M |
|
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HF
Parallax Volatility Advisers's Q4 2022 Portfolio in Review
As of Q4 2022, Parallax Volatility Advisers held 3,532 positions worth $64.4B, down 0.4% from $64.7B the previous quarter. Its ten largest holdings account for 25% of the portfolio.
Parallax Volatility Advisers withdrew a net $4.03B in Q4 2022, closing 708 positions and reducing 1,143 holdings. Its most notable exit was Cigna, an estimated $463M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.68% of assets, down from 0.7% a quarter earlier, followed by Technology and Industrials.
Against the trend, Parallax Volatility Advisers opened a new position in Visa worth $29.4M.
- Parallax Volatility Advisers's largest Q4 2022 buy was Visa: 141,586 shares worth $29.4M.
- Parallax Volatility Advisers added most to State Street Energy Select Sector SPDR ETF in Q4 2022, an estimated $204M increase.
- Parallax Volatility Advisers's biggest Q4 2022 reduction was iShares Russell 2000 ETF, cutting an estimated $454M.
- Parallax Volatility Advisers fully exited Cigna in Q4 2022, selling an estimated $463M.
- Parallax Volatility Advisers's ten largest holdings make up 25% of its $64.4B portfolio in Q4 2022.
- Parallax Volatility Advisers opened 439 new positions and closed 708 in Q4 2022.
- Parallax Volatility Advisers's portfolio value fell 0.4% quarter-over-quarter to $64.4B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2022, filed 14 Feb 2023.